Strategy Tester Report
Sashco_MACD_20-05-2010+
Akmos-Forex (Build 226)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2010.01.04 08:00 - 2010.07.28 23:00 (2010.01.01 - 2010.07.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыTakeProfit=33; StopLoss=150; Lots=0.1; TrailingStop=0;
Баров в истории3679Смоделировано тиков4457385Качество моделированияn/a
Ошибки рассогласования графиков423
Начальный депозит1000.00
Чистая прибыль1931.90Общая прибыль4003.05Общий убыток-2071.16
Прибыльность1.93Матожидание выигрыша12.31
Абсолютная просадка7.00Максимальная просадка427.58 (13.98%)Относительная просадка13.98% (427.58)
Всего сделок157Короткие позиции (% выигравших)79 (79.75%)Длинные позиции (% выигравших)78 (75.64%)
Прибыльные сделки (% от всех)122 (77.71%)Убыточные сделки (% от всех)35 (22.29%)
Самая большаяприбыльная сделка33.00убыточная сделка-150.37
Средняяприбыльная сделка32.81убыточная сделка-59.18
Максимальное количествонепрерывных выигрышей (прибыль)19 (620.99)непрерывных проигрышей (убыток)5 (-70.00)
Максимальнаянепрерывная прибыль (число выигрышей)620.99 (19)непрерывный убыток (число проигрышей)-261.00 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.01.04 12:02buy10.101.43821.42321.4415
22010.01.04 12:24t/p10.101.44151.42321.441533.001033.00
32010.01.04 12:24buy20.101.44171.42671.4450
42010.01.04 15:24t/p20.101.44501.42671.445033.001066.00
52010.01.04 15:24buy30.101.44521.43021.4485
62010.01.05 08:03t/p30.101.44851.43021.448532.671098.67
72010.01.05 19:00sell40.101.43901.45401.4357
82010.01.05 19:45t/p40.101.43571.45401.435733.001131.67
92010.01.05 19:45sell50.101.43551.45051.4322
102010.01.06 07:48t/p50.101.43221.45051.432232.631164.30
112010.01.06 18:00buy60.101.44041.42541.4437
122010.01.07 01:39t/p60.101.44371.42541.443732.011196.30
132010.01.07 10:00sell70.101.43621.45121.4329
142010.01.07 12:54t/p70.101.43291.45121.432933.001229.30
152010.01.07 12:54sell80.101.43271.44771.4294
162010.01.08 06:54t/p80.101.42941.44771.429432.631261.93
172010.01.08 15:00buy90.101.44041.42541.4437
182010.01.08 19:16t/p90.101.44371.42541.443733.001294.93
192010.01.08 19:16buy100.101.44391.42891.4472
202010.01.11 00:45t/p100.101.44721.42891.447232.671327.60
212010.01.12 15:00sell110.101.44661.46161.4433
222010.01.13 08:01close110.101.45121.46161.4433-46.371281.23
232010.01.13 08:01buy120.101.45121.43621.4545
242010.01.13 12:33t/p120.101.45451.43621.454533.001314.23
252010.01.13 12:33buy130.101.45471.43971.4580
262010.01.14 13:00close130.101.44901.43971.4580-57.991256.24
272010.01.14 13:00sell140.101.44901.46401.4457
282010.01.14 17:11t/p140.101.44571.46401.445733.001289.24
292010.01.19 01:00buy150.101.44041.42541.4437
302010.01.19 10:40close150.101.43671.42541.4437-37.001252.24
312010.01.19 10:40sell160.101.43671.45171.4334
322010.01.19 11:07t/p160.101.43341.45171.433433.001285.24
332010.01.19 11:07sell170.101.43321.44821.4299
342010.01.19 12:49t/p170.101.42991.44821.429933.001318.24
352010.01.19 12:49sell180.101.42971.44471.4264
362010.01.19 17:18t/p180.101.42641.44471.426433.001351.24
372010.01.22 04:00buy190.101.41351.39851.4168
382010.01.22 17:33t/p190.101.41681.39851.416833.001384.24
392010.01.26 04:08sell200.101.41251.42751.4092
402010.01.26 05:58t/p200.101.40921.42751.409233.001417.24
412010.01.26 05:58sell210.101.40901.42401.4057
422010.01.26 15:10t/p210.101.40571.42401.405733.001450.24
432010.02.01 20:42buy220.101.39281.37781.3961
442010.02.02 04:43close220.101.38871.37781.3961-41.331408.90
452010.02.02 04:43sell230.101.38871.40371.3854
462010.02.04 09:02t/p230.101.38541.40371.385431.511440.41
472010.02.08 18:38buy240.101.37041.35541.3737
482010.02.09 08:30t/p240.101.37371.35541.373732.671473.08
492010.02.09 08:30buy250.101.37391.35891.3772
502010.02.09 17:42t/p250.101.37721.35891.377233.001506.08
512010.02.10 16:02sell260.101.37141.38641.3681
522010.02.10 16:27t/p260.101.36811.38641.368133.001539.08
532010.02.10 16:27sell270.101.36791.38291.3646
542010.02.11 02:00close270.101.37711.38291.3646-93.121445.96
552010.02.11 02:00buy280.101.37711.36211.3804
562010.02.11 12:23close280.101.37171.36211.3804-54.001391.96
572010.02.11 12:23sell290.101.37171.38671.3684
582010.02.11 15:07t/p290.101.36841.38671.368433.001424.96
592010.02.11 15:07sell300.101.36821.38321.3649
602010.02.11 15:42t/p300.101.36491.38321.364933.001457.96
612010.02.11 15:42sell310.101.36471.37971.3614
622010.02.11 16:51t/p310.101.36141.37971.361433.001490.96
632010.02.11 16:51sell320.101.36121.37621.3579
642010.02.12 10:57t/p320.101.35791.37621.357932.631523.59
652010.02.16 05:00buy330.101.36261.34761.3659
662010.02.16 07:52t/p330.101.36591.34761.365933.001556.59
672010.02.16 07:52buy340.101.36611.35111.3694
682010.02.16 16:38t/p340.101.36941.35111.369433.001589.59
692010.02.17 16:43sell350.101.36591.38091.3626
702010.02.17 17:26t/p350.101.36261.38091.362633.001622.59
712010.02.17 17:26sell360.101.36241.37741.3591
722010.02.17 20:02t/p360.101.35911.37741.359133.001655.59
732010.02.19 20:00buy370.101.35871.34371.3620
742010.02.22 00:38t/p370.101.36201.34371.362032.671688.26
752010.02.22 00:38buy380.101.36221.34721.3655
762010.02.23 08:12t/p380.101.36551.34721.365532.671720.92
772010.02.23 14:00sell390.101.35791.37291.3546
782010.02.23 15:03t/p390.101.35461.37291.354633.001753.92
792010.02.23 15:03sell400.101.35441.36941.3511
802010.02.23 18:17t/p400.101.35111.36941.351133.001786.92
812010.02.24 16:02buy410.101.35881.34381.3621
822010.02.24 16:47t/p410.101.36211.34381.362133.001819.92
832010.02.24 16:47buy420.101.36231.34731.3656
842010.02.24 20:02close420.101.35451.34731.3656-78.001741.92
852010.02.24 20:02sell430.101.35451.36951.3512
862010.02.25 02:06t/p430.101.35121.36951.351231.881773.80
872010.02.25 20:00buy440.101.35651.34151.3598
882010.02.26 05:35t/p440.101.35981.34151.359832.671806.47
892010.03.01 13:00sell450.101.35401.36901.3507
902010.03.01 16:22t/p450.101.35071.36901.350733.001839.47
912010.03.01 16:22sell460.101.35051.36551.3472
922010.03.01 16:28t/p460.101.34721.36551.347233.001872.47
932010.03.01 16:28sell470.101.34701.36201.3437
942010.03.02 10:17t/p470.101.34371.36201.343732.631905.10
952010.03.02 17:30buy480.101.35691.34191.3602
962010.03.02 19:02t/p480.101.36021.34191.360233.001938.10
972010.03.02 19:02buy490.101.36041.34541.3637
982010.03.03 01:29t/p490.101.36371.34541.363732.671970.77
992010.03.04 16:00sell500.101.36351.37851.3602
1002010.03.04 16:17t/p500.101.36021.37851.360233.002003.77
1012010.03.04 16:17sell510.101.36001.37501.3567
1022010.03.04 17:32t/p510.101.35671.37501.356733.002036.77
1032010.03.04 17:32sell520.101.35651.37151.3532
1042010.03.05 14:37t/p520.101.35321.37151.353232.632069.40
1052010.03.05 21:00buy530.101.36251.34751.3658
1062010.03.08 01:16t/p530.101.36581.34751.365832.672102.07
1072010.03.08 01:16buy540.101.36601.35101.3693
1082010.03.08 08:15t/p540.101.36931.35101.369333.002135.07
1092010.03.08 22:00sell550.101.36291.37791.3596
1102010.03.09 09:52t/p550.101.35961.37791.359632.632167.69
1112010.03.10 15:00buy560.101.36171.34671.3650
1122010.03.10 16:56t/p560.101.36501.34671.365033.002200.69
1132010.03.10 16:56buy570.101.36521.35021.3685
1142010.03.12 00:03t/p570.101.36851.35021.368531.682232.37
1152010.03.15 12:00sell580.101.37021.38521.3669
1162010.03.15 16:10t/p580.101.36691.38521.366933.002265.37
1172010.03.16 13:02buy590.101.37231.35731.3756
1182010.03.16 15:57t/p590.101.37561.35731.375633.002298.37
1192010.03.16 15:57buy600.101.37581.36081.3791
1202010.03.17 07:46t/p600.101.37911.36081.379132.672331.04
1212010.03.17 21:00sell610.101.37381.38881.3705
1222010.03.18 05:58t/p610.101.37051.38881.370531.882362.92
1232010.03.22 22:00buy620.101.35611.34111.3594
1242010.03.23 07:27close620.101.35181.34111.3594-43.332319.59
1252010.03.23 07:27sell630.101.35181.36681.3485
1262010.03.23 12:46t/p630.101.34851.36681.348533.002352.59
1272010.03.26 08:48buy640.101.33561.32061.3389
1282010.03.26 11:17t/p640.101.33891.32061.338933.002385.59
1292010.03.26 11:17buy650.101.33911.32411.3424
1302010.03.29 00:00t/p650.101.34241.32411.342432.672418.26
1312010.03.30 17:00sell660.101.34211.35711.3388
1322010.03.31 06:02t/p660.101.33881.35711.338832.632450.88
1332010.03.31 12:58buy670.101.34751.33251.3508
1342010.03.31 14:21t/p670.101.35081.33251.350833.002483.88
1352010.03.31 14:21buy680.101.35101.33601.3543
1362010.03.31 16:38t/p680.101.35431.33601.354333.002516.88
1372010.03.31 16:38buy690.101.35451.33951.3578
1382010.04.01 17:52t/p690.101.35781.33951.357832.012548.89
1392010.04.02 15:00sell700.101.35141.36641.3481
1402010.04.02 17:03t/p700.101.34811.36641.348133.002581.89
1412010.04.02 17:03sell710.101.34791.36291.3446
1422010.04.06 02:59t/p710.101.34461.36291.344632.252614.15
1432010.04.08 22:00buy720.101.33511.32011.3384
1442010.04.09 01:35t/p720.101.33841.32011.338432.672646.82
1452010.04.09 01:35buy730.101.33861.32361.3419
1462010.04.09 15:37t/p730.101.34191.32361.341933.002679.82
1472010.04.13 17:12sell740.101.35511.37011.3518
1482010.04.16 08:22t/p740.101.35181.37011.351831.132710.95
1492010.04.20 02:03buy750.101.34931.33431.3526
1502010.04.20 06:00close750.101.34771.33431.3526-16.002694.95
1512010.04.20 06:00sell760.101.34771.36271.3444
1522010.04.20 07:00close760.101.34831.36271.3444-6.002688.95
1532010.04.20 07:00buy770.101.34831.33331.3516
1542010.04.20 10:00close770.101.34781.33331.3516-5.002683.95
1552010.04.20 10:00sell780.101.34781.36281.3445
1562010.04.20 11:00close780.101.34911.36281.3445-13.002670.95
1572010.04.20 11:00buy790.101.34911.33411.3524
1582010.04.20 16:11close790.101.34611.33411.3524-30.002640.95
1592010.04.20 16:11sell800.101.34611.36111.3428
1602010.04.21 01:06t/p800.101.34281.36111.342832.632673.57
1612010.04.23 16:42buy810.101.33701.32201.3403
1622010.04.26 15:29close810.101.33151.32201.3403-55.332618.24
1632010.04.26 15:29sell820.101.33151.34651.3282
1642010.04.26 20:47close820.101.33551.34651.3282-40.002578.24
1652010.04.26 20:47buy830.101.33551.32051.3388
1662010.04.26 22:33t/p830.101.33881.32051.338833.002611.24
1672010.04.26 22:33buy840.101.33901.32401.3423
1682010.04.27 12:00close840.101.33201.32401.3423-70.332540.91
1692010.04.27 12:00sell850.101.33201.34701.3287
1702010.04.27 13:58t/p850.101.32871.34701.328733.002573.91
1712010.04.27 13:58sell860.101.32851.34351.3252
1722010.04.27 17:52t/p860.101.32521.34351.325233.002606.91
1732010.04.29 07:08buy870.101.32251.30751.3258
1742010.04.29 11:52t/p870.101.32581.30751.325833.002639.91
1752010.05.03 04:00sell880.101.32231.33731.3190
1762010.05.03 16:32t/p880.101.31901.33731.319033.002672.91
1772010.05.10 00:00buy890.101.29381.27881.2971
1782010.05.10 08:06t/p890.101.29711.27881.297133.002705.91
1792010.05.10 21:06sell900.101.27821.29321.2749
1802010.05.11 01:11t/p900.101.27491.29321.274932.632738.54
1812010.05.18 01:00buy910.101.23901.22401.2423
1822010.05.18 10:27t/p910.101.24231.22401.242333.002771.54
1832010.05.18 10:27buy920.101.24251.22751.2458
1842010.05.18 19:00close920.101.23341.22751.2458-91.002680.54
1852010.05.18 19:00sell930.101.23341.24841.2301
1862010.05.18 19:12t/p930.101.23011.24841.230133.002713.54
1872010.05.18 19:12sell940.101.22991.24491.2266
1882010.05.18 19:58t/p940.101.22661.24491.226633.002746.54
1892010.05.18 19:58sell950.101.22641.24141.2231
1902010.05.18 20:52t/p950.101.22311.24141.223133.002779.54
1912010.05.18 20:52sell960.101.22291.23791.2196
1922010.05.18 21:00t/p960.101.21961.23791.219633.002812.54
1932010.05.18 21:00sell970.101.21941.23441.2161
1942010.05.18 23:27t/p970.101.21611.23441.216133.002845.54
1952010.05.19 17:00buy980.101.23411.21911.2374
1962010.05.19 19:51t/p980.101.23741.21911.237433.002878.54
1972010.05.19 19:51buy990.101.23761.22261.2409
1982010.05.19 22:38t/p990.101.24091.22261.240933.002911.54
1992010.05.24 08:00sell1000.101.24931.26431.2460
2002010.05.24 10:07t/p1000.101.24601.26431.246033.002944.54
2012010.05.24 10:07sell1010.101.24581.26081.2425
2022010.05.24 10:20t/p1010.101.24251.26081.242533.002977.54
2032010.05.24 10:20sell1020.101.24231.25731.2390
2042010.05.24 12:02t/p1020.101.23901.25731.239033.003010.54
2052010.05.26 01:00buy1030.101.23461.21961.2379
2062010.05.26 16:00close1030.101.22721.21961.2379-74.002936.54
2072010.05.26 16:00sell1040.101.22721.24221.2239
2082010.05.26 16:07t/p1040.101.22391.24221.223933.002969.54
2092010.05.26 16:07sell1050.101.22371.23871.2204
2102010.05.26 17:05t/p1050.101.22041.23871.220433.003002.54
2112010.05.26 17:05sell1060.101.22021.23521.2169
2122010.05.26 22:25t/p1060.101.21691.23521.216933.003035.54
2132010.05.27 09:00buy1070.101.23171.21671.2350
2142010.05.27 15:52close1070.101.22061.21671.2350-111.002924.54
2152010.05.27 15:52sell1080.101.22061.23561.2173
2162010.05.27 17:52s/l1080.101.23561.23561.2173-150.002774.54
2172010.05.28 21:00sell1090.101.22941.24441.2261
2182010.06.01 02:31t/p1090.101.22611.24441.226132.252806.79
2192010.06.02 22:43buy1100.101.22521.21021.2285
2202010.06.03 03:01t/p1100.101.22851.21021.228532.012838.80
2212010.06.03 16:30sell1110.101.21901.23401.2157
2222010.06.03 18:32t/p1110.101.21571.23401.215733.002871.80
2232010.06.03 18:32sell1120.101.21551.23051.2122
2242010.06.04 13:05t/p1120.101.21221.23051.212232.632904.43
2252010.06.08 18:00buy1130.101.19961.18461.2029
2262010.06.09 03:00close1130.101.19391.18461.2029-57.332847.10
2272010.06.09 03:00sell1140.101.19391.20891.1906
2282010.06.09 10:00close1140.101.19561.20891.1906-17.002830.10
2292010.06.09 10:00buy1150.101.19561.18061.1989
2302010.06.09 13:47t/p1150.101.19891.18061.198933.002863.10
2312010.06.09 13:47buy1160.101.19911.18411.2024
2322010.06.09 14:38t/p1160.101.20241.18411.202433.002896.10
2332010.06.09 14:38buy1170.101.20261.18761.2059
2342010.06.09 17:03t/p1170.101.20591.18761.205933.002929.10
2352010.06.11 19:43sell1180.101.20571.22071.2024
2362010.06.14 01:58s/l1180.101.22071.22071.2024-150.372778.72
2372010.06.14 02:00buy1190.101.22091.20591.2242
2382010.06.14 11:33t/p1190.101.22421.20591.224233.002811.72
2392010.06.17 03:00sell1200.101.22771.24271.2244
2402010.06.17 09:12t/p1200.101.22441.24271.224433.002844.72
2412010.06.17 11:01buy1210.101.23311.21811.2364
2422010.06.17 11:16t/p1210.101.23641.21811.236433.002877.72
2432010.06.17 11:16buy1220.101.23661.22161.2399
2442010.06.17 15:15t/p1220.101.23991.22161.239933.002910.72
2452010.06.18 21:00sell1230.101.23611.25111.2328
2462010.06.21 18:45t/p1230.101.23281.25111.232832.632943.35
2472010.06.21 18:45sell1240.101.23261.24761.2293
2482010.06.22 04:13t/p1240.101.22931.24761.229332.632975.98
2492010.06.23 21:00buy1250.101.23271.21771.2360
2502010.06.24 13:39close1250.101.22761.21771.2360-51.992923.98
2512010.06.24 13:39sell1260.101.22761.24261.2243
2522010.06.24 18:00close1260.101.23641.24261.2243-88.002835.98
2532010.06.24 18:00buy1270.101.23641.22141.2397
2542010.06.25 11:00close1270.101.22891.22141.2397-75.332760.65
2552010.06.25 11:00sell1280.101.22891.24391.2256
2562010.06.25 11:50t/p1280.101.22561.24391.225633.002793.65
2572010.06.25 11:50sell1290.101.22541.24041.2221
2582010.06.25 18:32close1290.101.23501.24041.2221-96.002697.65
2592010.06.25 18:32buy1300.101.23501.22001.2383
2602010.06.25 19:36t/p1300.101.23831.22001.238333.002730.65
2612010.06.25 19:36buy1310.101.23851.22351.2418
2622010.06.28 16:00close1310.101.23291.22351.2418-56.332674.32
2632010.06.28 16:00sell1320.101.23291.24791.2296
2642010.06.28 18:15t/p1320.101.22961.24791.229633.002707.32
2652010.06.28 18:15sell1330.101.22941.24441.2261
2662010.06.29 05:33t/p1330.101.22611.24441.226132.632739.95
2672010.06.30 11:22buy1340.101.22771.21271.2310
2682010.07.01 02:49close1340.101.22231.21271.2310-54.992684.96
2692010.07.01 02:49sell1350.101.22231.23731.2190
2702010.07.01 10:12close1350.101.22731.23731.2190-50.002634.96
2712010.07.01 10:12buy1360.101.22731.21231.2306
2722010.07.01 10:35t/p1360.101.23061.21231.230633.002667.96
2732010.07.01 10:35buy1370.101.23081.21581.2341
2742010.07.01 12:50t/p1370.101.23411.21581.234133.002700.96
2752010.07.01 12:50buy1380.101.23431.21931.2376
2762010.07.01 14:39t/p1380.101.23761.21931.237633.002733.96
2772010.07.06 02:00sell1390.101.25041.26541.2471
2782010.07.06 06:49close1390.101.25511.26541.2471-47.002686.96
2792010.07.06 06:49buy1400.101.25511.24011.2584
2802010.07.06 08:49t/p1400.101.25841.24011.258433.002719.96
2812010.07.06 08:49buy1410.101.25861.24361.2619
2822010.07.06 16:03t/p1410.101.26191.24361.261933.002752.96
2832010.07.07 11:00sell1420.101.25701.27201.2537
2842010.07.07 15:37close1420.101.26051.27201.2537-35.002717.96
2852010.07.07 15:37buy1430.101.26051.24551.2638
2862010.07.07 16:51t/p1430.101.26381.24551.263833.002750.96
2872010.07.07 16:51buy1440.101.26401.24901.2673
2882010.07.08 03:31t/p1440.101.26731.24901.267332.012782.97
2892010.07.09 14:12sell1450.101.26371.27871.2604
2902010.07.12 03:20t/p1450.101.26041.27871.260432.632815.59
2912010.07.13 15:36buy1460.101.26411.24911.2674
2922010.07.13 16:53t/p1460.101.26741.24911.267433.002848.59
2932010.07.13 16:53buy1470.101.26761.25261.2709
2942010.07.13 17:32t/p1470.101.27091.25261.270933.002881.59
2952010.07.13 17:32buy1480.101.27111.25611.2744
2962010.07.14 17:03t/p1480.101.27441.25611.274432.672914.26
2972010.07.19 07:08sell1490.101.28981.30481.2865
2982010.07.19 12:00close1490.101.29611.30481.2865-63.002851.26
2992010.07.19 12:00buy1500.101.29611.28111.2994
3002010.07.20 08:04t/p1500.101.29941.28111.299432.672883.93
3012010.07.20 13:00sell1510.101.28971.30471.2864
3022010.07.20 13:51t/p1510.101.28641.30471.286433.002916.93
3032010.07.20 13:51sell1520.101.28621.30121.2829
3042010.07.21 11:47t/p1520.101.28291.30121.282932.632949.56
3052010.07.22 13:00buy1530.101.28641.27141.2897
3062010.07.22 15:59t/p1530.101.28971.27141.289733.002982.56
3072010.07.22 15:59buy1540.101.28991.27491.2932
3082010.07.23 10:08t/p1540.101.29321.27491.293232.673015.23
3092010.07.23 17:00sell1550.101.28181.29681.2785
3102010.07.23 21:00close1550.101.29231.29681.2785-105.002910.23
3112010.07.23 21:00buy1560.101.29231.27731.2956
3122010.07.26 08:46t/p1560.101.29561.27731.295632.672942.90
3132010.07.28 21:00sell1570.101.29781.31281.2945
3142010.07.28 23:59close at stop1570.101.29891.31281.2945-11.002931.90
Hosted by uCoz